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RE: st: comparing probit coefficients across two groups


From   Ebru Ozturk <ebru_0512@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: comparing probit coefficients across two groups
Date   Sun, 6 Jan 2013 19:08:15 +0200

The thing is I still do not get how you compare coefficients across groups (i.e. female versus male). The papers generally explain how to compare across models not groups. For instance, how do we interpret the outcome of oglm estimation with heterogeneous choices? How do we compare male and female? Do we need to run two different models one with female and the other with male? Then compare the coefficients?

oglm warm yr89 male white age ed prst, het(yr89 male)
oglm warm yr89 female white age ed prst, het(yr89 female)

----------------------------------------
> From: richardwilliams.ndu@gmail.com
> Date: Fri, 4 Jan 2013 16:22:46 -0500
> Subject: Re: st: comparing probit coefficients across two groups
> To: statalist@hsphsun2.harvard.edu
>
> Well, yes. That is why I called it "Using heterogeneous choice models
> to compare logit and probit coefficients across groups." ;-) It builds
> on Allison's example and gives various others. But see my handout for
> other takes on the problems and possible solutions.
>
> Sent from my iPad
>
> On Jan 4, 2013, at 4:13 PM, Ebru Ozturk <ebru_0512@hotmail.com> wrote:
>
> > Allison's (1999) paper can answer the question of e.g. is the effect of education on income greater for men than it is for women?. But when I read the paper titled "Using Heterogeneous Choice Models To Compare Logit and Probit Coefficients Across Groups" (Williams, 2009) do you think it also focuses on comparison of coefficients across groups?
> >
> > ----------------------------------------
> >> Date: Fri, 4 Jan 2013 15:24:03 -0500
> >> To: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu
> >> From: richardwilliams.ndu@gmail.com
> >> Subject: Re: st: comparing probit coefficients across two groups
> >>
> >> At 01:25 PM 1/4/2013, Ebru Ozturk wrote:
> >>
> >>> Dear All,
> >>>
> >>> I run two models below with Probit estimation on Stata 10. First
> >>> model covers firms that collaborate and the second model covers
> >>> firms that do not collaborate. I want to compare the coefficients'
> >>> of "s_breadth" variable. I cannot understand quite that whether
> >>> -oglm- command applies to this type of problem. Can anyone make it clear?
> >>>
> >>>
> >>> ///// example //////
> >>>
> >>> probit radical_d businessgrp logemp continuous_rd process_inn
> >>> product_inn total_innv ind1 s_breadth if collab_developd==1
> >>> estimates store collab1
> >>> probit radical_d businessgrp logemp continuous_rd process_inn
> >>> product_inn total_innv ind1 s_breadth if collab_developd==0
> >>> estimates store collab0
> >>> suest collab1 collab0
> >>> test [collab1]s_breadth =
> >>> [collab0]s_breadth
> >>
> >> First off, given dichotomous DV and probit link, you might as well
> >> use -hetprob- as opposed to -oglm-.
> >>
> >> Second there are various issues involved in comparing coefficients
> >> across groups. Various solutions have been proposed. Personally I
> >> think the discussions of the problems may be stronger than the
> >> discussions of the solutions. For a summary, see
> >>
> >> http://www3.nd.edu/~rwilliam/xsoc73994/L31.pdf
> >>
> >> http://www3.nd.edu/~rwilliam/xsoc73994/L31H.pdf
> >>
> >> But, reading the articles listed at the end (starting with Allison's
> >> 1999 paper) will yield a clearer picture.
> >>
> >>
> >> -------------------------------------------
> >> Richard Williams, Notre Dame Dept of Sociology
> >> OFFICE: (574)631-6668, (574)631-6463
> >> HOME: (574)289-5227
> >> EMAIL: Richard.A.Williams.5@ND.Edu
> >> WWW: http://www.nd.edu/~rwilliam
> >>
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